WN is (a) not going to interline any luggage; (b) going to have a limited schedule into ORD; and (c) going to drop somebody off at terminal 5. In fact, I don't see any nonstop flights from STL to ORD on WN. They have frequent service into MDW, but I wouldn't advise somebody to transfer from MDW to ORD on their first trip to the US either. It's not likely to make somebody want to return.

I'd take an earlier flight if possible, but it wouldn't be on WN.

OP: I believe -- but please fact-check me in the AA forum -- that AA / OneWorld will guarantee protection even on separate tickets. UA / *A does not do that, although in practice UA is pretty reasonable when it comes to UA-UA transfers. UA appears to have dropped the SFO-STL nonstop, but you're going to be making another stop anyway, so I might consider STL-DEN-SFO-SIN if the SFO-SIN price is palatable.